All GC Long

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 (6) (4.2) 44 (2) 5 (9) (24) (1) 90
60 1 1 54 0 6 (6) (24) (1) 95
120 3 2.1 50 1 8 (5) (24) (1) 88
250 3 1.5 48 1 9 (6) (37) (2) 92
500 4 1.8 45 1 12 (6) (52) (2) 94
760 3 1.5 45 1 11 (6) (52) (2) 93
1260 2 1.2 46 1 10 (7) (82) (2) 92
2520 4 1.5 50 1 12 (9) (112) (3) 93
All 4 1.5 50 1 11 (8) (112) (3) 94

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 1 0.5 0 0.1 (0.1) 0.7 0.1 0.2 0.1 0 0 (0.3) 2.2 0.9 45.8 247.6 (0.6) (1.9) 0.7 0.3
2017 1.2 0.3 0.1 0.1 (0.3) 0 0 0 0 0 0 0 1.4 2.3 52.9 92 (0.2) (0.8) 0.7 0.4
2016 1.2 3 (0.2) 0.9 (0.4) 2.1 0.5 (0.5) (0.2) (0.2) (0.5) 0.2 5.9 2.1 47.1 252 (0.5) (1.9) 0.8 0.3
2015 1.6 (0.8) 0.1 0.1 0.3 0.1 (0.5) 0.5 (0.2) 0.8 (0.3) 0.1 1.8 1 40.6 254 (0.5) (2) 0.7 0.3
2014 0.7 1.1 0.2 (0.1) (0.4) 0.8 (0.6) 0.1 (0.2) 0.1 0.8 (0.5) 2 1 46.9 249 (0.4) (1.2) 0.6 0.3
2013 0.1 (0.5) 0.2 (0.1) 0 (0.2) 0.9 0.4 (0.2) (0.3) (0.3) (0.8) (0.8) (0.4) 44.4 229 (0.8) (1.9) 0.6 0.2
2012 1.6 (0.4) (0.4) (0.3) (0.2) 0.5 0 0.5 1.3 (0.5) 0.4 (0.5) 2 0.8 50.2 254 (0.6) (2.4) 0.8 0.3
2011 (0.8) 0.6 0.4 1.9 (0.5) (0.4) 1.3 2.4 (1.1) 1.6 0 (0.9) 4.5 1.5 53.7 255 (0.9) (1.7) 0.7 0.3
2010 (0.5) 0.4 (0.2) 0.8 1 0.3 (0.5) 0.9 0.4 1 0.5 0.3 4.4 1.7 55.8 261 (0.6) (1.8) 0.7 0.3
2009 1.8 0.7 0.2 (0.2) 1.4 (0.5) 0.6 0 1.5 0.5 2.5 (1.2) 7.3 2.2 55.8 259 (1.1) (1.9) 0.7 0.3
2008 2 0.5 0.1 (0.5) 0.5 0.9 0 (0.6) 1.6 (1) 2.5 1.6 7.6 1.7 49 255 (0.7) (2.5) 0.6 0.3
2007 0 0.9 (0.3) 0.2 (0.5) (0.4) 0.4 0.1 2 0.7 0.5 0.7 4.3 1.6 53 261 (0.7) (1.5) 0.8 0.3
2006 1.5 0.3 0.9 1.7 (0.2) 0.8 0.7 0 (1.1) 0.5 0.9 (0.2) 5.8 1.9 50.8 259 (0.6) (2) 0.7 0.3
2005 (0.5) 0.7 (0.4) 0.2 (0.5) 1 (0.5) 0.1 1.8 0 0.9 1.5 4.3 1.9 54.6 259 (0.7) (1.7) 0.7 0.3
2004 (0.2) (0.2) 1 (0.2) 0.6 (0.3) 0.5 0.9 0 0.4 0.7 0.1 3.3 1.8 51.1 247 (0.3) (1) 0.6 0.3
2003 1.4 (0.4) (0.2) 0.6 1.6 (0.3) 0.2 1 0.1 0 0.2 0.5 4.7 2.3 52.5 251 (0.4) (1.4) 0.7 0.3
2002 0.3 0.1 0.1 0.3 0.6 (1) 0 0.3 0.8 (0.2) 0.2 1.3 2.8 1.5 51.8 260 (0.6) (1.3) 0.6 0.3
2001 (0.4) 0.4 (0.1) 0.2 0.2 0.2 0 0.8 1 0 (0.2) 0.1 2.2 1.2 46.6 250 (0.3) (0.7) 0.6 0.2
2000 0 1.9 (0.3) (0.1) (0.2) 0.7 (0.3) 0.1 (0.2) (0.4) 0.2 0.3 1.7 0.6 37.6 246 (0.3) (1.7) 0.7 0.2